There is a good reason for not using the same blendstate for all your transparent objects in the whole game that uses the same type of formulas? what for ZBufferStates? Cullstates? the only thing that i can think of you would need(as far as my knowloge of jME goes) is MaterialState that you can change the alpha of it and will make everything that uses it invisible… so the main question:
Is there a problem with preloading like 3 or 4 different Blendstates that uses different formulas, 1 or 2 ZBufferStates, and so on, and then use the preloaded for the whole game? or there is a situation that is really bad to use the same RenderState? even if they have the same options on?
It depends on how you want your app to behave. If you are sharing renderstate objects, you have to remember that when you make changes, everyone using the renderstate gets those changes. There is nothing wrong with that approach and it saves memory. You only need to be aware of the side effects. If you find it easier to design around that, then go for it! There is no right way to program this stuff for every circumstance.